Which of the Following Statements Is True? Consider Options Written

Which of the following statements is true? Consider options written on a non-dividend-paying stock.

A) All American options have negative theta and positive gamma.
B) American calls have negative theta and positive gamma,but American puts may sometimes have positive theta and negative gamma.
C) All American options have negative theta and all American calls have positive gamma,but American puts may sometimes have negative gamma.
D) All American options have positive gamma and American calls have negative theta,but American puts may sometimes have positive theta.

Correct Answer:

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